Title Option theory with stochastic analysis : an introduction to mathematical finance / Fred Espen Benth

Published Berlin ; New York : Springer, [2004] ©2004

Copies

Location	Call no.	Vol.	Availability
MELB	332.64 Ben/Otw		AVAILABLE

Description viii, 162 pages : illustrations ; 24 cm Series Universitext Universitext. Contents 1. Introduction -- 2. Statistical analysis of data from the stock market -- 3. An introduction to stochastic analysis -- 4. Pricing and hedging of contingent claims -- 5. Numerical pricing and hedging of contingent claims -- A. Solutions to selected exercises Notes Translation of: Matematisk finans Bibliography Includes bibliographical references and index Subject Options (Finance) -- Mathematical models. Stochastic analysis. LC no. 2003064278 ISBN 354040502X alkaline paper

Other Titles Matematisk finans. English OTHER TI Matematisk finans. English

  Permalink